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Short-term market efficiency in the futures markets : TOPIX futures and 10-year JGB futures
Rentzler, Joel Conrad; Tandon, Kishore; Yu, Susana - In: Global finance journal 16 (2006) 3, pp. 330-353
Persistent link: https://www.econbiz.de/10003322329
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Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs
Yu, Susana; Rentzler, Joel Conrad; Tandon, Kishore - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003942160
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Intra-day tests of the efficiency of the Treasury Bill futures market
Elton, Edwin J. - In: Selected writings on futures markets : explorations in …, (pp. 339-351). 1985
Persistent link: https://www.econbiz.de/10001305660
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Exchange risk and efficiency of foreign exchange markets, 1974-79
Tandon, Kishore - 1981
Persistent link: https://www.econbiz.de/10002913964
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New empirical evidence on the investment success of momentum strategies based on relative stock prices
Yu, Susana - In: Review of quantitative finance and accounting 39 (2012) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10009629107
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Intra-day tests of the efficiency of the treasury bill futures market
Elton, Edwin; Gruber, Martin; Rentzler, Joel - 1982
Persistent link: https://www.econbiz.de/10003151405
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Intraday price reversals in the US stock index futures market : A 15-year study
Grant, James L.; Wolf, Avner S.; Yu, Susana - In: Journal of banking & finance 29 (2005) 5, pp. 1311-1327
Persistent link: https://www.econbiz.de/10002629003
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Abnormal stock returns, for the event firm and its rivals, following the event firm's large one-day stock price drop
Yu, Susana; Leistikow, Dean - In: Managerial finance 37 (2011) 2, pp. 151-172
Persistent link: https://www.econbiz.de/10009007102
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Can fundamental factors enhance the performance of traditional momentum strategies?
Yu, Susana; Webb, Gwendolyn P. - In: Journal of investment management : JOIM 14 (2016) 4, pp. 28-43
Persistent link: https://www.econbiz.de/10011691336
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The information content of dividend initiation announcements : the case of information technology firms
Yu, Susana; Webb, Gwendolyn P. - In: Managerial finance 43 (2017) 7, pp. 794-811
Persistent link: https://www.econbiz.de/10011770891